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Title: Understanding and Managing Interest Rate Risks (Series in Mathematical Finance, V. 1) by Ren-Raw Chen ISBN: 9-8102275-1-5 Publisher: World Scientific Pub Co Inc Pub. Date: 01 December, 1996 Format: Hardcover List Price(USD): $38.00

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Average Customer Rating: 5 (1 review)

Rating: 5
Summary: The book is too short, 2nd edition coming?
Comment: I like this book. It provides a good summary of a complete list of the term structure models. Best of all, it contains a consistent methodology for deriving interest rate derivatives. The forward measure technique is explained very well. However, symbols are not clear and later chapters are too "concise". I would like to see more numerical examples. Also, an inclusion of numerical methods should be helpful.